Instrumental Variables: Extrapolation by Marginal Treatment Effects


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Documentation for package ‘ivmte’ version 1.4.0

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A B C D E F G I L M N O P Q R S T U V W

-- A --

AE Angrist Evans Data
altDefSplinesBasis (Alternative) Defining single splines basis functions, with interactions
argstring Auxiliary function: extract arguments from function in string form
audit Audit procedure

-- B --

bound Obtaining TE bounds
boundCI Construct confidence intervals for treatment effects under partial identification
boundPvalue Construct p-values for treatment effects under partial identification
bX Spline basis function of order 1

-- C --

checkU Check polynomial form of the u-term
classFormula Auxiliary function: test if object is a formula
classList Auxiliary function: test if object is a list
combinemonobound Combining the boundedness and monotonicity constraint objects
constructConstant Construct constant function
criterionMin Minimizing violation of observational equivalence

-- D --

design Generating design matrices

-- E --

extractcols Auxiliary function: extracting columns by component names

-- F --

fmtResult Format result for display
funEval Evaluate a particular function

-- G --

genBasisSplines Generate basis matrix for splines
genboundA Generating the constraint matrix
gendist1 Generate test distribution 1
gendist1e Generate test distribution 1 with errors
gendist2 Generate test distribution 2
gendist3 Generate test distribution 3
gendist3e Generate test distribution 3 with errors
gendist4 Generate test distribution 4
gendist5e Generate test distribution 5 (has errors and a covariate)
gendist6e Generate test distribution 6 (has errors and a covariate)
gendistBasic Generate basic data set for testing
gendistCovariates Generate test data set with covariates
gendistMosquito Generate mosquito data set
gendistSplines Generate test data set with splines
genej Auxiliary function: generating basis vectors
genGamma Estimating expectations of terms in the MTR (gamma objects)
genGammaSplines Generate Gamma moments for splines
genGammaSplinesTT Generating the Gamma moments for splines, for 'testthat'
genGammaTT Function to generate gamma moments for 'testthat'
gengrid Generating the grid for the audit procedure
genmonoA Generate components of the monotonicity constraints
genmonoboundA Generating monotonicity and boundedness constraints
genSSet Generating moments/data for IV-like estimands
genTarget Generating target MTR moments
genWeight Generating list of target weight functions
getXZ Auxiliary function: extract X and Z covariates from a formula
gmmEstimate GMM estimate of TE under point identification

-- I --

interactSplines Update splines object with list of interactions
isfunctionstring Auxiliary function: check if string is command
ivEstimate Obtaining IV-like specifications
ivmte Instrumental Variables: Extrapolation by Marginal Treatment Effects
ivmteEstimate Single iteration of estimation procedure from Mogstad, Torgovitsky, Santos (2018)
ivmteSimData ivmte Simulated Data

-- L --

l Listing subsets and components
lpSetup Constructing LP problem
lpSetupBound Configure LP environment for obtaining the bounds
lpSetupCriterion Configure LP environment for minimizing the criterion
lpSetupCriterionBoot Configure LP environment for specification testing
lpSetupEqualCoef Generate equality constraints
lpSetupInfeasible Configure LP environment for diagnostics
lpSetupSolver Configure LP environment to be compatible with solvers

-- M --

magnitude Check magnitude of real number
matrixTriplets Convert matrix into triplet form
mInt Function to generate integral of m0 and m1
modcall Auxiliary function: modifying calls
momentMatrix Construct pre-meaned moment matrix
monoIntegral Integrating and evaluating monomials

-- N --

negationCheck Check if custom weights are negations of each other

-- O --

olsj OLS weights
optionsCplexAPI Function to parse options for CPLEX
optionsCplexAPISingle Function to parse a single set of options for CPLEX
optionsCplexAPITol Function to extract feasibility tolerance from CPLEX options
optionsGurobi Function to parse options for Gurobi
optionsLpSolveAPI Function to parse options for lp_solve
optionsRmosek Function to parse options for Gurobi

-- P --

parenthBoolean Correct boolean expressions in terms lists
permute Auxiliary function: generate all permutations of a vector
permuteN Auxiliary function: generate all permutation orderings
piv Obtaining IV-like estimands
polyparse Parsing marginal treatment response formulas
polyProduct Function to multiply polynomials
popmean Calulating population mean
print.ivmte Print results
propensity Estimating propensity scores

-- Q --

qpSetup Constructing QCQP problem
qpSetupBound Constructing QCQP problem for bounding
qpSetupCriterion Configure QCQP problem to find minimum criterion
qpSetupInfeasible Configure QP environment for diagnostics

-- R --

removeSplines Separating splines from MTR formulas
rescaleX Function to implement rescaling procedure
restring Auxiliary function that converts an expression of variable names into a vector of strings.
rhalton Generate Halton sequence
runCplexAPI Running cplexAPI solver
runGurobi Running Gurobi solver
runLpSolveAPI Running lpSolveAPI
runMosek Running Rmosek

-- S --

selectViolations Select points from audit grid to add to the constraint grid
sOls1d IV-like weighting function, OLS specification 1
sOls2d IV-like weighting function, OLS specification 2
sOls3 IV-like weighting function, OLS specification 3
sOlsSplines IV-like weighting function, OLS specifications
splineInt Integrating splines
splinesBasis Evaluating splines basis functions
splineUpdate Constructing higher order splines
statusString Convert status code to string
sTsls IV-like weighting function, TSLS specification
sTslsSplines IV-like weighting function, TSLS specification
subsetclean Auxiliary function: remove extraneous spaces
summary.ivmte Summarize results
sWald IV-like weighting function, Wald specification
symat Generate symmetric matrix

-- T --

tsls TSLS weights, with controls

-- U --

unstring Auxiliary function that converts a vector of strings into an expression containing variable names.
uSplineBasis Spline basis function
uSplineInt Integrated splines

-- V --

vecextract Auxiliary function: extracting elements from strings

-- W --

wate1 Target weight for ATE
watt1 Target weight for ATT
wAttSplines Target weighting function, for ATT
watu1 Target weight for ATU
weights Generating splines weights
wgenlate1 Target weight for generalized LATE
whichforlist Auxiliary function: 'which' for lists
wlate1 Target weight for LATE